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MODELLING THE IMPLIED PROBABILITY OF STOCK MARKET MOVEMENTS

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Our paper offers two contributions to the literature: First, we investigate RNDs for the German stock market, which is the largest stock market in the euro area. Second, we evaluate whether a comprehensive set of factors can explain the changes in the uncertainty about future equity prices. Hence, we analyse which types of information affect the perceptions about future stock market movements as contained in DAX option prices. So far, the literature has concentrated on issues of estimations, but there has been no attempt to analyse the potential linkages of RNDs to fundamental factors by means of an econometric analysis 6 . Our study is closely related to.

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